+22.7%
EIX vs PFG
+239.4%
-216.7%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -1.4% | +5.9% | +5.0% |
| 7D | +0.9% | +6.0% | -5.1% | -1.2% |
| 30D | -13.5% | +2.2% | -15.8% | -14.2% |
| 3M | -15.3% | +10.4% | -25.6% | -18.3% |
| 6M | -15.3% | +27.8% | -43.1% | -22.5% |
| YTD | +2.7% | +33.6% | -30.9% | -7.8% |
| 1Y | +17.4% | +49.3% | -31.9% | +1.2% |
| 3Y | -1.3% | +69.7% | -71.1% | -19.7% |
| 5Y | +27.2% | +111.3% | -84.2% | -6.3% |
| 10Y | +22.7% | +240.3% | -217.5% | -31.6% |
| All | +22.7% | +239.4% | -216.7% | -31.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded PFG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling